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状態の遷移方程式を用いたモンテカルロ粒子平滑化とフィルター初期化
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Document Date: 2007-05-23 00:37:14

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File Size: 117,16 KB

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Country

Japan / /

/

Facility

Institute of Statistical Mathematics / /

IndustryTerm

equation smoothing algorithm / particle smoothing algorithm / filter initialization algorithm / /

Organization

Financial Services Agency / Institute of Statistical Mathematics / Government of Japan / Financial Research and Training Center / /

Person

Genshiro Kitagawa / Smoothing Algorithm / Yoshiyasu Tamura / Kazuyuki Nakamura / Seisho Sato / /

Position

author / Prime Minister / Model / /

Technology

smoothing algorithm / sequential Monte Carlo algorithms / filter initialization algorithm / particle smoothing algorithm / Resampling algorithms / equation smoothing algorithm / Using Algorithms / /

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